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<table width="100%" summary="page for Capm"><tr><td>Capm</td><td style="text-align: right;">R Documentation</td></tr></table>

<h2>Stock Market Data </h2>

<h3>Description</h3>

<p>monthly observations from 1960&ndash;01 to 2002&ndash;12
</p>
<p><em>number of observations</em> :  516
</p>


<h3>Usage</h3>

<pre>data(Capm)</pre>


<h3>Format</h3>

<p>A time serie containing :
</p>

<dl>
<dt>rfood</dt><dd><p>excess returns food industry</p>
</dd>
<dt>rdur</dt><dd><p>excess returns durables industry</p>
</dd>
<dt>rcon</dt><dd><p>excess returns construction industry</p>
</dd>
<dt>rmrf</dt><dd><p>excess returns market portfolio</p>
</dd>
<dt>rf</dt><dd><p>riskfree return</p>
</dd>
</dl>



<h3>Source</h3>

<p>most of the above data are from Kenneth French's data library
at <a href="http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html">http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html</a>.
</p>


<h3>References</h3>

<p>Verbeek, Marno (2004) <em>A Guide to Modern Econometrics</em>, John Wiley and Sons, chapter 2.
</p>


<h3>See Also</h3>

<p><code>Index.Source</code>, <code>Index.Economics</code>, <code>Index.Econometrics</code>, <code>Index.Observations</code>,
</p>
<p><code>Index.Time.Series</code></p>


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